Octavius Finance, a specialist quantitative recruitment firm, is currently working on an exclusive mandate with the London office of a global hedge fund seeking to hire an experienced Quant Researcher into its systematic macro trading team.
The role will focus on the end-to-end research and development of systematic global macro signals and strategies across a cross-asset medium-frequency trading framework, with a particular emphasis on fixed income and credit markets. This is an excellent opportunity to join a highly collaborative and intellectually curious quantitative investment team with strong visibility across the full research and strategy development process.
The firm has an open and collegiate culture where collaboration and idea sharing are actively encouraged. Despite managing significant AUM, the team itself remains relatively lean, allowing researchers to move quickly from idea generation through to implementation and have genuine influence over the research process and direction of strategies.
The business has grown steadily and sustainably over recent years, and this hire forms part of the continued expansion of the platform. The environment would suit someone who enjoys working within a flat hierarchy and wants broad exposure across systematic macro and quantitative credit investing rather than being siloed into a narrow function.
Responsibilities:
• Research and develop systematic macro and quantitative credit trading signals and strategies across rates, credit, FX, equities, commodities, and broader cross-asset markets
• Work on the full research lifecycle including idea generation, data analysis, backtesting, implementation, and ongoing monitoring
• Contribute directly to the design, refinement, and evolution of systematic investment strategies
• Analyse alternative and traditional datasets to identify alpha opportunities
• Contribute to the continuous improvement of research infrastructure and modelling frameworks
• Write clean, structured, and scalable Python code
Requirements:
• MSc or PhD in a quantitative discipline from a leading university
• Minimum 3 years’ experience researching systematic signals and strategies within macro, fixed income, credit, or cross-asset markets
• Strong Python programming skills with the ability to write structured and maintainable code
• Genuine interest in systematic macro and quantitative credit investing
• Collaborative mindset with the ability to work effectively in a team-oriented environment
• Intellectual curiosity and the ability to think creatively around alpha generation
The firm is open to candidates from both buy-side and select sell-side environments, including quantitative strategy, QIS research, or desk strat teams. Candidates with experience in adjacent areas such as intraday systematic trading or single-name credit systematic strategies are also encouraged to apply.
To apply, please contact:
quantresearch@octaviusfinance.com
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